+14.6%
QCOM vs FISV
-36.4%
+51.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.6% | +3.4% |
| 7D | +5.8% | +22.3% | -16.5% | +1.2% |
| 30D | -2.3% | +39.2% | -41.5% | -9.4% |
| 3M | +2.7% | +21.2% | -18.5% | -1.9% |
| 6M | -21.0% | +14.5% | -35.5% | -24.3% |
| YTD | +1.8% | -5.4% | +7.2% | +2.3% |
| 1Y | +2.4% | -0.3% | +2.7% | +1.3% |
| 3Y | +52.1% | -46.8% | +98.9% | +43.7% |
| 5Y | +14.6% | -36.2% | +50.9% | -6.3% |
| All | +14.6% | -36.4% | +51.0% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FISV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling